The IBM developerWorks website has a new tutorial posted today covering the use of Zend's debugger tool to help find the issues with your applications:

A special application called a debugger probes running code, allowing you to suspend execution arbitrarily, examine objects, explore the call stack, and even change the value of a variable on the fly. Learn how to use a debugger to squash bugs in your PHP code.

They look at the history of debugging (briefly) and show how to get the debugger installed and working with your PHP server. They have the instructions for a Mac OS X machine, but the setup is pretty similar for any other operating system. Screenshots and example code are all over the place, guiding you towards their test - debugging a simple application (making pizza).